Pages that link to "Item:Q2347091"
From MaRDI portal
The following pages link to On multivariate extensions of the conditional value-at-risk measure (Q2347091):
Displaying 33 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Covar of families of copulas (Q342737) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- \(S_U\)-\(\varDelta CoVaR\) (Q433176) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Multivariate Fréchet copulas and conditional value-at-risk (Q1774665) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- (Q3054455) (← links)
- A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models (Q4687267) (← links)
- Normalized Exponential Tilting (Q5019747) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- On dependence consistency of CoVaRand some other systemic risk measures (Q5402790) (← links)
- Computational Science - ICCS 2004 (Q5712735) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
- Directional multivariate extremes in environmental phenomena (Q6625835) (← links)
